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Speed-Up Computational Finance Simulations with OpenCL on Intel Xeon Phi

Michail Papadimitriou, Joris Cramwinckel, Ana Lucia Varbanescu. Speed-Up Computational Finance Simulations with OpenCL on Intel Xeon Phi. In Frédéric Desprez, Pierre-François Dutot, Christos Kaklamanis, Loris Marchal, Korbinian Molitorisz, Laura Ricci, Vittorio Scarano, Miguel A. Vega-Rodríguez, Ana Lucia Varbanescu, Sascha Hunold, Stephen L. Scott, Stefan Lankes, Josef Weidendorfer, editors, Euro-Par 2016: Parallel Processing Workshops - Euro-Par 2016 International Workshops, Grenoble, France, August 24-26, 2016, Revised Selected Papers. Volume 10104 of Lecture Notes in Computer Science, pages 199-208, Springer, 2016. [doi]

Authors

Michail Papadimitriou

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Joris Cramwinckel

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Ana Lucia Varbanescu

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